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20202026
most citedAdaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation

2 citations · 3 across the 6 of their papers we have counts for

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math.OC2021

Higher-Order Expansion and Bartlett Correctability of Distributionally Robust Optimization

Shengyi He, Henry Lam

Distributionally robust optimization (DRO) is a worst-case framework for stochastic optimization under uncertainty that has drawn fast-growing studies in recent years. When the und…